How to download adj. closing price for multiple tickers ?

[Chris Sy]

Hi,

I am trying get 5 year daily historical adj. closing price for 94 tickers from yahoo finance. Anyone know how to do this? Feel free to recommend any other sources as well.

Cheers,
Chris

[Clyde Schechter]

This question has nothing to do with statistics or Stata. I think you would be more likely to get a useful response if you post this on a finance Forum instead of here.

[Chris Sy]

ok how about what is the syntax for downloading online data?

[Nick Cox]

That depends entirely on how the online dataset is held, e.g. as a Stata dataset, an Excel spreadsheet, a text file, etc., etc.

[Alberto Dorantes]

Chris, download the mvport package from ssc (ssc install mvport), and use the command returnsyh. Type help returnsyh and you will see an example to bring a list of tickers from Yahoo Finance, and also it calculates returns.